+94.7%
SOFI vs PTC
-10.6%
+105.3%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -3.3% | -0.5% | -1.5% |
| 7D | -2.9% | -13.6% | +10.7% | +7.2% |
| 30D | -4.4% | -14.7% | +10.3% | +6.2% |
| 3M | +5.2% | -5.9% | +11.1% | +6.6% |
| 6M | -7.8% | -21.1% | +13.4% | +8.6% |
| YTD | -33.8% | -26.0% | -7.8% | -17.8% |
| 1Y | -33.3% | -36.8% | +3.6% | -2.8% |
| All | +94.7% | -10.6% | +105.3% | +69.1% |
Cumulative growth
Daily Returns
Daily percentage return beside PTC.
Daily Out/Under-Performance
Portfolio return minus PTC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PTC return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded PTC wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling